Save JobEmail Job Back to Search Job Description Summary Similar JobsAttractive Salary PackageMultinational and dynamic working cultureAbout Our ClientMy Client is Global Bank with excellent reputation in the market.Job DescriptionSupport the ongoing quarterly production of IFRS 9 expected credit losses using Bank's models, whilst providing insight and analytical commentary on model movements within the quarter.Assess model adjustments and other activities for model mitigation.Presentation of findings from analysis to Bank risk management, wider business areas and senior stakeholders.Assist in the development, implementation and maintenance of new IFRS 9 ECL model and/or PD/LGD/EAD analysis and modelling as required.Ongoing critical analysis of model inputs, assumptions and overlays across the Bank portfolios to ensure they are suitable for inclusion in the IFRS 9 ECL calculations and disclosures.Review and enhance the current IFRS 9 reporting and disclosure process and output to improve its efficiency.Work with the Senior IFRS 9 Manager to develop understanding of the IFRS 9 requirements throughout the business areas and assist with the due diligence on new delivery partners where appropriate.Developing new and optimising existing Risk Reporting, utilising new tools and data sources as these become available, working with colleagues across the Risk & Compliance team as required.Contribute to the development and maintenance of detailed documentation of the IFRS 9 models and processes.Becoming a technical expert on reporting & data sources and acting as an advisor to Risk management and other business areas, in both quantitative and qualitative reporting.Ensuring reporting and data has the appropriate controls and governance in place.The Successful ApplicantAt least a Bachelor's degree in mathematics/ statistics/ economics/Engineering or equivalent; MBA and professional certification is a plus.Has extensive experience in IFRS9 ImplementationPrior experience in model development in retail lending is needed.Relevant experience in analytics specifically in the fields like Credit Risk Modeling & Basel, Loss Forecasting / Reserving, Risk Strategy, Marketing analytics/IFRS 9/Stress testing/CECL etc.Prior exposure in stress testing and / or impairment reserves.Strong understanding of consumer lending products like Credit Cards, Mortgages, Personal Loans, Overdraft, Auto Loans and Line of credit.Good communication skills and able to communicate risk management approach and qualitative or quantitative analysis effectively in a high impact manner to key stakeholders.An analytical mindset with a proactive and practical approach to problem solving.Possesses strong financial analysis and risk reporting skills.Works well under pressure with ability to manage multiple competing tasks.Ability to build productive working relationships quickly and use these to manage workstreams effectively.Desire to constantly learn and upgrade the knowledge base and skillsetWhat's on OfferGreat career prospectDynamic projects exposureAttractive packageContactSelvitriQuote job refJN-072023-6135708Phone number+62 21 2958 8861Job summaryFunctionBanking & Financial ServicesSub SectorAccountancy & FinanceWhat is your area of specialisation?Financial ServicesLocationJakartaContract TypePermanentConsultant nameSelvitriConsultant contact+62 21 2958 8861Job ReferenceJN-072023-6135708
